相关论文: Piecewise linear regularized solution paths

We introduce the localized Lasso, which is suited for learning models that are both interpretable and have a high predictive power in problems with high dimensionality $d$ and small sample size $n$. More specifically, we consider a function…

Piecewise Linear-Quadratic (PLQ) penalties are widely used to develop models in statistical inference, signal processing, and machine learning. Common examples of PLQ penalties include least squares, Huber, Vapnik, 1-norm, and their…

This paper proposes a method for solving multivariate regression and classification problems using piecewise linear predictors over a polyhedral partition of the feature space. The resulting algorithm that we call PARC (Piecewise Affine…

A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear program at each iteration of the algorithm. Although…

Time Optimal Path Parametrization is the problem of minimizing the time interval during which an actuation constrained agent can traverse a given path. Recently, an efficient linear-time algorithm for solving this problem was proposed.…

We give the first polynomial-time algorithm for performing linear or polynomial regression resilient to adversarial corruptions in both examples and labels. Given a sufficiently large (polynomial-size) training set drawn i.i.d. from…

Nowadays, l1 penalized likelihood has absorbed a high amount of consideration due to its simplicity and well developed theoretical properties. This method is known as a reliable method in order to apply in a broad range of applications…

We revisit Cox's proportional hazard models and LASSO in the aim of improving feature selection in survival analysis. Unlike traditional methods relying on cross-validation or BIC, the penalty parameter $\lambda$ is directly tuned for…

We consider model selection and estimation for partial spline models and propose a new regularization method in the context of smoothing splines. The regularization method has a simple yet elegant form, consisting of roughness penalty on…

We propose a method to reconstruct sparse signals degraded by a nonlinear distortion and acquired at a limited sampling rate. Our method formulates the reconstruction problem as a nonconvex minimization of the sum of a data fitting term and…

We study the problem of approximation of 2D set of points. Such type of problems always occur in physical experiments, econometrics, data analysis and other areas. The often problems of outliers or spikes usually make researchers to apply…

We propose a new method for computing the lasso path, using the fact that the Manhattan norm of the coefficient vector is linear over every orthant of the parameter space. We use simple calculus and present an algorithm in which the lasso…

Tasks in multi-task learning often correlate, conflict, or even compete with each other. As a result, a single solution that is optimal for all tasks rarely exists. Recent papers introduced the concept of Pareto optimality to this field and…

Regularized regression techniques for linear regression have been created the last few ten years to reduce the flaws of ordinary least squares regression with regard to prediction accuracy. In this paper, new methods for using regularized…

Molecular profiling data (e.g., gene expression) has been used for clinical risk prediction and biomarker discovery. However, it is necessary to integrate other prior knowledge like biological pathways or gene interaction networks to…

In this work we establish the equivalence of algorithmic regularization and explicit convex penalization for generic convex losses. We introduce a geometric condition for the optimization path of a convex function, and show that if such a…

We consider the problem of finding an optimal piecewise linear path (polygonal line) connecting two given points with the possibility of making n turns at some points (the absolute value of each turn angle does not exceed a prescribed…

Classical penalized likelihood regression problems deal with the case that the independent variables data are known exactly. In practice, however, it is common to observe data with incomplete covariate information. We are concerned with a…

Given an unknown signal $\mathbf{x}_0\in\mathbb{R}^n$ and linear noisy measurements $\mathbf{y}=\mathbf{A}\mathbf{x}_0+\sigma\mathbf{v}\in\mathbb{R}^m$, the generalized $\ell_2^2$-LASSO solves…

Sparse recovery is widely applied in many fields, since many signals or vectors can be sparsely represented under some frames or dictionaries. Most of fast algorithms at present are based on solving $l^0$ or $l^1$ minimization problems and…